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Post Doctorate

Courant Institute, New York University

Curiosity-driven optimization

The principle of artificial curiosity directs active exploration towards the most informative or most interesting data. We show its usefulness for global black box optimization when data point evaluations are expensive. Gaussian process regression is used to model the fitness function based on all available observations so far. For each candidate point this model estimates expected fitness reduction, and yields a novel closed-form expression of expected information gain. A new type of Pareto-front algorithm continually pushes the boundary of candidates not dominated by any other known data according to both criteria, using multi-objective evolutionary search. This makes the exploration-exploitation trade-off explicit, and permits maximally informed data selection. We illustrate the robustness of our approach in a number of experimental scenarios.

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Description

Abstract : The principle of artificial curiosity directs active exploration towards the most informative or most interesting data. We show its usefulness for global black box optimization when data point evaluations are expensive. Gaussian process regression is used to model the fitness function based on all available observations so far. For each candidate point this model estimates expected fitness reduction, and yields a novel closed-form expression of expected information gain. A new type of Pareto-front algorithm continually pushes the boundary of candidates not dominated by any other known data according to both criteria, using multi-objective evolutionary search. This makes the exploration-exploitation trade-off explicit, and permits maximally informed data selection. We illustrate the robustness of our approach in a number of experimental scenarios.

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